He got the role of the eloquently spoken Major Briggs, he said, when "I was living in Vancouver and doing local work. But because of my accent in the '80s I couldn't play a Canadian in commercials. So someone suggested that I get an agent in Seattle. I did and was able to get commercial work and acting jobs there. I had a good resume. So when they were casting the Twin Peakspilot my agent sent me out of the audition. I met [series creator] David [Lynch] and didn't actually read for him — we just visited. ... David liked me and started writing for me. He liked the chemistry I had with other players. I did three days on the pilot and then went on to the series. That was the luckiest break I could have had. There are at least a dozen people from that show who are lifelong friends because of that show. It was a life-changing experience."[6]

In the TV show MacGyver, Davis was the stunt/photography double for Dana Elcar. He was often mistaken for Elcar, and vice versa. Davis did appear in two episodes of MacGyver, as a different character each time. His first appearance was as a cement truck driver in the episode "Blow Out", and his second appearance was as the poacher Wyatt Porter in "The Endangered". He also played Dana Scully's father in the series The X-Files. Canadian audiences may also be familiar with Davis thanks to his appearance in one of the famous Heritage Minutes, in which he played an arrogant American gold prospector who pulls a gun on Mountie Sam Steele.[8] He also played the role of the Racine Belles' manager in the movie A League of Their Own. He also had a guest-starring role in the pilot episode of the comedy-drama television series Psych, playing the character of Mr. McCallum.

He was a member of the main cast of Stargate SG-1 during the first seven seasons of that television series, portraying General George Hammond (Stargate), commander of Stargate Command (SGC). He appeared in a recurring role during Seasons 8 to 10, cutting back his commitment due to health problems. He also played the character in one episode of the Stargate spin-off series Stargate Atlantis.

The writers of Stargate Atlantis paid him homage by mentioning the death of his character in the same manner, and naming a starship after him, in the final episode of Stargate: Atlantis, which aired on January 9, 2009. He was again honored in October 2009, with the appearance of the starship Hammond in the pilot episode of Stargate Universe. Coincidentally, in episode 16 of season 4 of SG-1, "2010" (an episode set in the future which originally aired in January 2001), it is stated that Gen. Hammond had died of a heart attack.

Davis married Ruby Fleming in 2003, by which time he had a son from a previous marriage.[1] He was also a visual artist, spending most of his free time painting or carving. Davis grew up painting, sculpting and drawing. He continued to pursue these crafts his entire life, supplementing his income with design commissions and art sales. On the DVD commentary track for Stargate SG-1 season 6 episode 17 ("Disclosure"), Davis said he once worked carving wooden cigar store Indians that were sold at Silver Dollar City. He also said his PhD is in "dramatic theory and criticism."